You can use transparent PNG's, which do support alpha transparency and are supported by most modern Browsers. IE6 being the only exception.
You can also try to use the Export feature if you haven't done so. You can set some parameters that may help the look of the GIF.
File->Export-> Gif Optimizer.
----------------------------------
Ignorance is not necessarily Bliss, case in point:
Unknown has caused an Unknown Error on Unknown and must be shutdown to prevent damage to Unknown.